本文以季資料及時間序列分析之單根檢定、Johansen共整合檢定、向量誤差修正模型與Granger因果關係檢定,探討台灣與亞洲(中國、日本)、美洲(美國、南美洲)、歐洲及全球之進出口貿易與經濟成長的相互關係。 實證結果顯示,在Johansen共整合檢定方面,台灣經濟成長率與世界總進出口值成長率、美國進出口值成長率、日本進出口值成長率、中國進出口值成長率、歐洲進出口值成長率及南美洲進出口值成長率變數間,皆存在一組長期的均衡關係。在向量誤差修正模型的檢驗結果中,發現經濟成長的變化領先於進出口貿易的變化,顯示短期間台灣的經濟成長的變動會帶動台灣進出口的變動。最後,在Granger因果關係檢定結果方面,台灣的經濟成長分別和美國、日本、南美洲的進出口貿易與具有相互雙向因果之關係。
The research uses seasonal data to discuss the relationships of the Taiwan’s import, export and economic growth among Asia (Japan, Mainland), American (US, South America) and Europe. The empirical methods include the ADF unit roots test, the Johansen cointegration test, the vector error correction model (VECM) and the Granger causality test. In evidence, the Johansen cointegration test shows that the rate of Taiwan economic growth, the Global import growth rate, the Global export growth rate, the USA’s import growth rate, the USA’s export growth rate, the Japanese import growth rate, the Japanese export growth rate, the European import growth rate, the European export growth rate, the South American import growth rate, the South American export growth rate, the Chinese import growth rate and the Chinese export growth rate exist a long-run stable equilibrium relationship. The empirical results from the VECM show that the change of economic growth leads the change of trading. It means trading is affected by the economic growth in Taiwan. Finally, the Granger causality test proves that there is a bidirectional feedback causality exists between Taiwan trading and economic growth in China, Japan, USA, Europe, and South America.
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